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hyporational comments on The Danger of Invisible Problems - Less Wrong Discussion
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Anecdotes don't answer the latter question any better. Not even if you're given a statistically effective treatment and happen to improve. I suspect placebo is stronger the more dramatic the treatment.
Agreed that anecdotes are single points of data with potentially unknown selection effects. Not sure if I agree about the second part; it seems like treatment successes vary in their obviousness and I suspect some component of that measurement will always be anecdotal.
When you can do statistics, of course, you should; Gendlin's Focusing seems like a good example of the benefit of trying to figure out whether or not therapeutic success could be predicted (it could, and then they could target the success factor directly).
Interesting thing about anecdotal data is I tend to hugely overestimate my effect in making people better. To bring myself back to earth I look at the puny effects many treatments have been demonstrated to have and conclude many patients get better regardless of treatment. I certainly underestimate my faults too, but that's a tougher nut to crack. I've also seen doctors overestimate other doctor's faults; of course the failure to intervene with a treatment shown to avoid a bad outcome by a few percentage points killed the patient!